+6.7%
MSCI vs MSTZ
-99.3%
+105.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.2% |
| 7D | +0.4% | -29.7% | +30.1% | -0.2% |
| 30D | +0.6% | -65.3% | +65.8% | -1.3% |
| 3M | -7.1% | -57.3% | +50.3% | -8.0% |
| 6M | +0.8% | -61.6% | +62.5% | 0.0% |
| YTD | +1.0% | -78.3% | +79.3% | +0.1% |
| 1Y | +4.3% | -30.2% | +34.6% | +6.7% |
| All | +6.7% | -99.3% | +105.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling